+3.0%
MCHP vs RJF
+104.0%
-101.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -2.7% | +2.7% | +1.8% |
| 30D | -6.0% | -4.3% | -1.8% | -3.6% |
| 3M | -19.7% | +15.7% | -35.4% | -27.7% |
| 6M | +14.0% | +17.8% | -3.8% | +1.0% |
| YTD | +18.4% | +9.2% | +9.3% | +9.1% |
| 1Y | +17.1% | +2.8% | +14.3% | +12.4% |
| 3Y | +0.7% | +69.5% | -68.7% | -32.2% |
| All | +3.0% | +104.0% | -101.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling